+274.5%
MP vs GME
+2,039.5%
-1,765.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +11.0% | +6.0% | +5.0% | +10.6% |
| 30D | -11.7% | -5.9% | -5.9% | -11.4% |
| 3M | -30.8% | +38.2% | -69.0% | -32.3% |
| 6M | -42.9% | +14.5% | -57.4% | -43.5% |
| YTD | -25.9% | +27.6% | -53.5% | -27.2% |
| 1Y | -37.3% | +19.9% | -57.2% | -38.2% |
| 3Y | +150.7% | +104.3% | +46.4% | +122.0% |
| 5Y | -19.3% | -49.3% | +30.0% | -25.2% |
| All | +274.5% | +2,039.5% | -1,765.0% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling